-

trading_gateway/trading_gateway.py

@@ -0,0 +1,42 @@
+from abc import ABC, abstractmethod
+from typing import Generator, override
+
+from historical_data.historical_data import historical_data_tradingview_csv
+from internal_types.types import OHLC, BidAsk, Instrument
+
+
+class TradingGateway(ABC):
+
+  @abstractmethod
+  def next_bid_ask(self) -> Generator[BidAsk, None, None]:
+    pass
+
+  @abstractmethod
+  def next_ohlc(self) -> Generator[OHLC, None, None]:
+    pass
+
+  @abstractmethod
+  def submit_order(self) -> None:
+    # todo: submit_order -> async submit_order with callback
+    pass
+
+
+class BacktestGateway(TradingGateway):
+
+  def __init__(self, csv: str, instr: Instrument, t0: str, t1: str):
+    self.instr = instr
+    self.historical_data = historical_data_tradingview_csv(csv, instr, t0, t1)
+
+  @override
+  def next_bid_ask(self) -> Generator[BidAsk, None, None]:
+    assert False, 'not available for backtesting'
+
+  @override
+  def next_ohlc(self) -> Generator[OHLC, None, None]:
+    for ohlc in self.historical_data:
+      yield ohlc
+
+  @override
+  def submit_order(self) -> None:
+    # todo: submit_order -> async submit_order with callback
+    assert False, 'todo'